Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-03 00:00:00+00:00 0.654731 0.739536 0.835930 0.954642 1.098348 1.268583 1.488401
2024-11-10 00:00:00+00:00 0.570447 0.678124 0.809966 0.986526 1.222004 1.533316 1.990757
2024-11-17 00:00:00+00:00 0.500097 0.616977 0.768198 0.984245 1.295873 1.748339 2.496475
2024-11-24 00:00:00+00:00 0.450222 0.572761 0.738819 0.989782 1.378324 1.994856 3.143296
2024-12-01 00:00:00+00:00 0.396046 0.514977 0.681624 0.944186 1.373316 2.104252 3.610194
2024-12-08 00:00:00+00:00 0.353650 0.468315 0.633575 0.903454 1.366171 2.207118 4.116539
2024-12-15 00:00:00+00:00 0.333562 0.451068 0.626050 0.924206 1.466096 2.535108 5.300539
2024-12-22 00:00:00+00:00 0.320873 0.443029 0.631003 0.965575 1.612383 3.009621 7.232327
2024-12-29 00:00:00+00:00 0.305019 0.428348 0.623331 0.983366 1.717697 3.440066 9.504245
2025-01-05 00:00:00+00:00 0.289832 0.413129 0.612784 0.993868 1.810653 3.884729 12.452033
2025-01-12 00:00:00+00:00 0.273384 0.394369 0.594110 0.985874 1.861305 4.243859 15.690718
2025-01-19 00:00:00+00:00 0.252967 0.367549 0.558947 0.940653 1.816038 4.306675 17.576237
2025-01-26 00:00:00+00:00 0.243013 0.357792 0.553721 0.956862 1.928446 4.946506 25.025434
2025-02-02 00:00:00+00:00 0.234744 0.350149 0.551426 0.978816 2.063083 5.767231 38.144813
2025-02-09 00:00:00+00:00 0.223224 0.336039 0.535825 0.969779 2.113123 6.315400 52.966066
2025-02-16 00:00:00+00:00 0.213977 0.325200 0.525328 0.970554 2.192329 7.065968 80.607150
2025-02-23 00:00:00+00:00 0.199975 0.305098 0.495480 0.923211 2.117083 7.049972 93.348495
2025-03-02 00:00:00+00:00 0.187776 0.287553 0.469385 0.881819 2.052248 7.060429 109.732330
2025-03-09 00:00:00+00:00 0.183124 0.283228 0.468742 0.900527 2.183099 8.245766 220.051772
2025-03-16 00:00:00+00:00 0.180824 0.282949 0.475994 0.939427 2.395500 10.232210 748.188701
2025-03-23 00:00:00+00:00 0.176417 0.278486 0.474345 0.955856 2.537234 12.026211 3733.886413
2025-03-30 00:00:00+00:00 0.171664 0.273078 0.470274 0.965469 2.658782 13.939948 212818.216241
2025-04-06 00:00:00+00:00 0.165706 0.265058 0.460092 0.957468 2.709749 15.369256 NaN